-49.2%
CHTR vs CF
+65.9%
-115.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.8% | -10.9% | -8.1% |
| 7D | -15.8% | -0.8% | -14.9% | -15.7% |
| 30D | -12.7% | +14.3% | -26.9% | -12.4% |
| 3M | -1.1% | +27.9% | -28.9% | -0.8% |
| 6M | -39.9% | +25.5% | -65.4% | -39.9% |
| YTD | -35.9% | +81.2% | -117.1% | -36.9% |
| 1Y | -49.2% | +66.5% | -115.7% | -49.0% |
| All | -49.2% | +65.9% | -115.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling